And you are set free

Lost Souls are collectibles during various Missions in DmC. There are 80 Lost Souls in total. After finding a collectible it will immediately be saved and you can return to the main menu. Some collectibles can only be reached by using certain abilities. Make sure to buy the Leap ability very early, it will come in handy.

See the Lost Souls page for links to the various missions with Lost Souls.

IMPORTANT: You cannot get all collectibles on your first playthrough because certain weapons and abilities are required (which are unlocked automatically later in the game). After beating the game you can replay all missions in the main menu and get missing collectibles.